-8.8%
CNP vs SW
+4.3%
-13.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.0% | -0.8% |
| 7D | +1.1% | -5.1% | +6.2% | +1.1% |
| 30D | -1.8% | -4.6% | +2.8% | -1.8% |
| 3M | -4.6% | +9.4% | -14.0% | -4.4% |
| 6M | -8.8% | +3.5% | -12.4% | -8.5% |
| All | -8.8% | +4.3% | -13.1% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded SW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling